Global Multi-Sector Income | Investment Strategies | Brandywine GLOBAL

Global Multi-Sector Income

Fixed Income Portfolio Characteristics As of 12/31/2018

Characteristic Brandywine Global USL3M
Average Quality1 A- N/R
Average Maturity (Years) 15.54 -
Average Modified Adjusted Duration (Years) 8.33 -
Average Coupon (%) 3.56 -
Average Yield To Worst (%) 3.83 2.81
Average Yield To Maturity (%) 3.84 2.81
Number of Issues 60 -

Quality Allocation As of 12/31/2018

Quality Rating Brandywine Global (%)
BBB or Higher 71.9
BB 20.0
B 8.1
CCC -
CC -
D -
Not Rated -

Duration Allocation As of 12/31/2018

Duration Range Brandywine Global (%)
<1 Year 9.1
1-3 Years 24.3
3-7 Years 36.2
7-10 Years -
10+ Years 29.6
No Duration 0.8

Region & Currency Allocation As of 12/31/2018

Region Country (%) Currency (%)
Europe ex-Eurozone 3.2 0.0
Eurozone 7.6 0.1
Japan 4.4 0.2
North & Central America 85.0 99.7
Other -0.2 -